An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

DOI10.1111/J.1467-9868.2011.00777.XzbMATH Open1274.62360OpenAlexW1837874438WikidataQ57014414 ScholiaQ57014414MaRDI QIDQ68580FDOQ68580

Authors: Finn Lindgren, Håvard Rue, Johan Lindström, Finn Lindgren, Håvard Rue, Johan Lindström 

Publication date: 4 August 2011

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2011.00777.x

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zbMATH Keywords

Gaussian Markov random fieldsapproximate Bayesian inferencecovariance functionsGaussian fieldslatent Gaussian modelssparse matricesstochastic partial differential equations

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Random fields; image analysis (62M40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Geostatistics (86A32)

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Uses Software

• METIS
• GMRFLib
• symrcm
• spBayes
• CSparse

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